Once #4294 is merged, we might want to think about changing some of the api / default behaviors of the contents of this module.

There are several breaking changes that I'd like to make, and this might or might not be a good opportunity:

• changing the default n_folds to 5, as it is already in some of the cv objects (3 seems really low).
• rename grid_scores_ to be consistent with RandomizedSerachCV
• possibly redo the _CVScoreTuple [needs to be done for multiple metrics I think]
• rename labels to groups (?) in the cv iterators.
• rename the p parameter in LeavePOut

was there anything else? ping @rvraghav93